estout test results

[MuhammetAli Cansi]

I am trying to obtain the test results using estout command however I am unable to put them there.

reg y x1 x2 x3 x4
eststo 1

xtset ıd time

xtreg y x1 x2 x3 x4,be

eststo 2

xtreg y x1 x2 x3 x4,fe

eststo 3

xtreg y x1 x2 x3 x4

eststo 4

hausman 3 4

hausman 3 4, sigmamore

estout 1 2 3 4, cells(b(star fmt(%9.4f)) se(par) t(par) p(par)) stats(N r2 r2_b r2_w r2_o , fmt(%9.4f %9.0g)labels (N))

However I want to see the poolability test result(It gives automatically with xtreg) and also the hausman test result at the bottom of the table where r2 N etc exists. Can someone please help me on that?

[Andrew Musau]

estout is from SSC (FAQ Advice #12). The test of poolability is part of the stored estimates.

webuse grunfeld, clear
xtreg invest mvalue kstock, fe
ereturn list

Res.:

. xtreg invest mvalue kstock, fe

Fixed-effects (within) regression               Number of obs     =        200
Group variable: company                         Number of groups  =         10

R-squared:                                      Obs per group:
     Within  = 0.7668                                         min =         20
     Between = 0.8194                                         avg =       20.0
     Overall = 0.8060                                         max =         20

                                                F(2,188)          =     309.01
corr(u_i, Xb) = -0.1517                         Prob > F          =     0.0000

------------------------------------------------------------------------------
      invest | Coefficient  Std. err.      t    P>|t|     [95% conf. interval]
-------------+----------------------------------------------------------------
      mvalue |   .1101238   .0118567     9.29   0.000     .0867345    .1335131
      kstock |   .3100653   .0173545    17.87   0.000     .2758308    .3442999
       _cons |  -58.74393   12.45369    -4.72   0.000    -83.31086     -34.177
-------------+----------------------------------------------------------------
     sigma_u |  85.732501
     sigma_e |  52.767964
         rho |  .72525012   (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(9, 188) = 49.18                     Prob > F = 0.0000

.
. ereturn list

scalars:
               e(r2_w) =  .76675759381787
                e(F_f) =  49.1766279136348
               e(rank) =  3
               e(Tbar) =  20
               e(Tcon) =  1
              e(g_min) =  20
              e(g_avg) =  20
              e(g_max) =  20
                e(N_g) =  10
            e(sigma_u) =  85.73250064497634
               e(corr) =  -.151724593121521
               e(r2_o) =  .8059782143252492
               e(r2_b) =  .8194301765498294
            e(sigma_e) =  52.76796426523782
              e(sigma) =  100.6703517404121
                e(rho) =  .7252501223783426
                  e(p) =  3.74892046727e-60
                e(p_f) =  8.70011895951e-45
               e(df_m) =  11
               e(df_b) =  2
               e(ll_0) =  -1216.348719738058
                 e(ll) =  -1070.781020103484
                e(tss) =  9359943.916562427
               e(df_a) =  9
               e(r2_a) =  .753110431754022
                e(rss) =  523478.1139071142
                e(mss) =  1720874.113784922
               e(rmse) =  52.76796426523782
                 e(r2) =  .76675759381787
                  e(F) =  309.0141925675344
               e(df_r) =  188
                  e(N) =  200

macros:
            e(cmdline) : "xtreg invest mvalue kstock, fe"
                e(cmd) : "xtreg"
       e(marginsnotok) : "E U UE SCore STDP XBU"
            e(predict) : "xtrefe_p"
              e(model) : "fe"
                e(vce) : "conventional"
               e(ivar) : "company"
             e(depvar) : "invest"
         e(properties) : "b V"

matrices:
                  e(b) :  1 x 3
                  e(V) :  3 x 3

functions:
             e(sample)

For the Hausman test, the results are stored in r(). So you need to transfer them to e() using estadd, e.g.,

estadd scalar chi2= `r(chi2)'

See an example of how to access the returned results by hausman in https://www.statalist.org/forums/for...d-hausman-test.

[MuhammetAli Cansi]

Thank you so much for the answer I was circling arround it you made it quite understandable and clear